+280.4%
SHW vs AU
+699.0%
-418.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.5% | +1.3% | +1.8% |
| 7D | -3.1% | -4.3% | +1.1% | -2.9% |
| 30D | -10.0% | +7.3% | -17.3% | -10.5% |
| 3M | +2.3% | +26.3% | -24.1% | +0.7% |
| 6M | +0.7% | +1.8% | -1.1% | +0.1% |
| YTD | +0.5% | +26.8% | -26.3% | -1.3% |
| 1Y | -11.5% | +66.7% | -78.2% | -14.2% |
| 3Y | +21.3% | +579.1% | -557.7% | +8.8% |
| 5Y | +12.5% | +689.3% | -676.8% | -0.6% |
| All | +280.4% | +699.0% | -418.6% | +254.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded AU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling